+11.4%
FPS vs SOLS
+1.5%
+9.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.4% |
| 7D | +10.4% | +4.5% | +5.9% | +7.8% |
| 30D | -16.5% | +6.0% | -22.5% | -19.2% |
| 3M | -45.5% | -19.7% | -25.8% | -39.3% |
| 6M | +2.1% | -10.4% | +12.5% | +6.1% |
| All | +11.4% | +1.5% | +9.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SOLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling